That is typical of Hungarian, as you will also see in other sentences in this unit. Instead of PREpositions, Hungarian uses POSTpositions. Instead of 'A prep B', the pattern is 'AB post'.
I believe that "hátul" is an adverb, whereas "mögött" is a postposition.
It's the difference between (1) the station is behind the XXX and (2) the station is in the rear/at the back.
For the sentence here, you need the postposition in order to express the relation beween two nouns (bank and station).